It is known in the prior art to provide brokerage transaction servers, which communicate with exchange servers on the one hand and with brokerage customer servers on the other hand. A representative brokerage transaction server (therein called a “gateway”) is described in U.S. Pat. No. 5,864,827, which is hereby incorporated herein by reference in its entirety. Technology-based brokerage customers frequently engage in algorithmic trading, which benefits from the ability to execute trades with minimal latency. Some latency is inevitable, because physical processes in computational devices are not instantaneous.